I was having this problem - the import function appeared to work and log into Northwestern Mutual successfully, but it would say there was no tax information available. To fix the problem, I had to go into the NWM website and on the right hand side, select "Brokerage & Advisory". Doing that brought me to some legal disclaimers, and then eventually logged me through to the Pershing website. Establishing that connection from the Northwestern Mutual website to the Pershing website seems to have enabled Turbotax to import from the Northwestern Mutual Investment Services LLC partner.
